+231.5%
IBM vs OTIS
+91.3%
+140.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.4% |
| 7D | +3.6% | -3.0% | +6.5% | +4.5% |
| 30D | +3.1% | -6.0% | +9.1% | +5.0% |
| 3M | -10.8% | -0.9% | -10.0% | -10.6% |
| 6M | -0.8% | -17.3% | +16.5% | +4.8% |
| YTD | -16.2% | -19.6% | +3.4% | -10.8% |
| 1Y | -2.9% | -21.0% | +18.1% | +3.8% |
| 3Y | +79.8% | -12.1% | +91.9% | +84.1% |
| 5Y | +124.9% | -17.1% | +142.0% | +130.8% |
| All | +231.5% | +91.3% | +140.3% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling